| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
21,478 |
21,365 |
-113 |
-0.5% |
20,704 |
| High |
21,519 |
21,555 |
36 |
0.2% |
21,507 |
| Low |
21,303 |
21,288 |
-15 |
-0.1% |
20,704 |
| Close |
21,383 |
21,496 |
113 |
0.5% |
21,440 |
| Range |
216 |
267 |
51 |
23.6% |
803 |
| ATR |
359 |
352 |
-7 |
-1.8% |
0 |
| Volume |
294 |
220 |
-74 |
-25.2% |
1,285 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,247 |
22,139 |
21,643 |
|
| R3 |
21,980 |
21,872 |
21,569 |
|
| R2 |
21,713 |
21,713 |
21,545 |
|
| R1 |
21,605 |
21,605 |
21,520 |
21,659 |
| PP |
21,446 |
21,446 |
21,446 |
21,474 |
| S1 |
21,338 |
21,338 |
21,472 |
21,392 |
| S2 |
21,179 |
21,179 |
21,447 |
|
| S3 |
20,912 |
21,071 |
21,423 |
|
| S4 |
20,645 |
20,804 |
21,349 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,626 |
23,336 |
21,882 |
|
| R3 |
22,823 |
22,533 |
21,661 |
|
| R2 |
22,020 |
22,020 |
21,587 |
|
| R1 |
21,730 |
21,730 |
21,514 |
21,875 |
| PP |
21,217 |
21,217 |
21,217 |
21,290 |
| S1 |
20,927 |
20,927 |
21,366 |
21,072 |
| S2 |
20,414 |
20,414 |
21,293 |
|
| S3 |
19,611 |
20,124 |
21,219 |
|
| S4 |
18,808 |
19,321 |
20,998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,659 |
20,927 |
732 |
3.4% |
271 |
1.3% |
78% |
False |
False |
389 |
| 10 |
21,845 |
20,704 |
1,141 |
5.3% |
294 |
1.4% |
69% |
False |
False |
339 |
| 20 |
22,561 |
20,704 |
1,857 |
8.6% |
303 |
1.4% |
43% |
False |
False |
231 |
| 40 |
23,020 |
20,704 |
2,316 |
10.8% |
303 |
1.4% |
34% |
False |
False |
174 |
| 60 |
23,020 |
20,412 |
2,608 |
12.1% |
264 |
1.2% |
42% |
False |
False |
129 |
| 80 |
23,020 |
20,151 |
2,869 |
13.3% |
244 |
1.1% |
47% |
False |
False |
102 |
| 100 |
23,020 |
19,300 |
3,720 |
17.3% |
223 |
1.0% |
59% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,690 |
|
2.618 |
22,254 |
|
1.618 |
21,987 |
|
1.000 |
21,822 |
|
0.618 |
21,720 |
|
HIGH |
21,555 |
|
0.618 |
21,453 |
|
0.500 |
21,422 |
|
0.382 |
21,390 |
|
LOW |
21,288 |
|
0.618 |
21,123 |
|
1.000 |
21,021 |
|
1.618 |
20,856 |
|
2.618 |
20,589 |
|
4.250 |
20,153 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
21,471 |
21,489 |
| PP |
21,446 |
21,481 |
| S1 |
21,422 |
21,474 |
|